+43.5%
F vs TXT
+7.8%
+35.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | +2.6% | +14.4% | -11.8% | -3.8% |
| 3M | -8.8% | -4.9% | -3.9% | -6.9% |
| 6M | +4.6% | -10.2% | +14.8% | +9.2% |
| YTD | -1.9% | -4.1% | +2.2% | -1.7% |
| 1Y | -0.8% | +4.0% | -4.7% | -4.8% |
| 3Y | +43.5% | +8.0% | +35.5% | +35.1% |
| All | +43.5% | +7.8% | +35.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling